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FUTR: Dollar Index



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I would like to receive some advice/opinions about trading the Dollar 
Index futures contract. I am interested in doing so because in the last 
couple of months I missed many opportunities in the other currencies 
because of the overnight gaps. When looking at the DX charts, it looks 
less volatile and 'easier' to trade. But what are the caveats? I noticed 
volume is lower, other trading hours (at the Cotton Exchange!) and I 
never hear or read about people trading the Dollar Index. I am looking 
forward to your reactions.
Kind regards,
Fokko Segers
The Netherlands